Analysis run in : 2024-06-08 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -80,885 | -51,234 | -0.011645 | 0.518850 |
| 1 | equities | 1170E1 | VIX FUTURES | -41,275 | 1,469 | -0.173032 | 0.153911 |
| 2 | equities | 239742 | RUSSELL E-MINI | -33,690 | -712 | -0.483438 | -0.595409 |
| 3 | equities | 12460+ | DJIA Consolidated | 8,425 | -4,828 | -1.120497 | -1.015908 |
| 4 | equities | 209742 | NASDAQ MINI | 2,440 | 4,030 | -0.401895 | -0.912484 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -1,563 | 73 | 0.724131 | 1.101753 |
| 6 | rates | 043602 | UST 10Y NOTE | -391,347 | 18,487 | 1.393010 | 1.674672 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,570,795 | -178,664 | -2.296409 | -2.803971 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,039,473 | -58,158 | -1.596918 | 0.401530 |
| 9 | rates | 020601 | UST BOND | -12,090 | -49,704 | 0.250962 | 0.926375 |
| 10 | rates | 045601 | FED FUNDS | -12,980 | -77,263 | 0.127502 | 0.621542 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 4,873 | 715 | 1.313451 | 0.373951 |
| 13 | currencies | 097741 | JAPANESE YEN | -131,840 | 26,349 | 0.423652 | -0.456925 |
| 14 | currencies | 099741 | EURO FX | 67,527 | 10,539 | 1.195909 | 0.047301 |
| 15 | currencies | 096742 | BRITISH POUND | 46,771 | 18,483 | 0.828442 | 0.927281 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -50,997 | -1,140 | 1.564773 | 0.924529 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -93,695 | -4,784 | -1.215083 | -1.570658 |
| 18 | currencies | 095741 | MEXICAN PESO | 123,398 | 2,312 | 0.184322 | 0.936586 |
| 19 | currencies | 112741 | NZ DOLLAR | 7,205 | 5,159 | 1.605434 | 1.448761 |
| 20 | currencies | 092741 | SWISS FRANC | -47,055 | -1,165 | -1.146094 | -1.607007 |
| 21 | commodities | 133741 | BITCOIN | -1,233 | -328 | -0.672431 | 0.220131 |
| 22 | commodities | 06765T | BRENT LAST DAY | -14,396 | 15,294 | 1.229571 | 1.196203 |
| 23 | commodities | 088691 | GOLD | 244,007 | -2,858 | 1.008216 | 1.087407 |
| 24 | commodities | 085692 | COPPER- #1 | 56,894 | -5,331 | 0.622259 | 1.214524 |
| 25 | commodities | 023651 | NAT GAS NYME | -100,754 | -24,831 | 0.830032 | 0.482942 |
| 26 | commodities | 111659 | GASOLINE RBOB | 46,239 | 20 | -1.237007 | -1.856055 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 14,487 | -9,194 | 0.539569 | -0.421458 |
| 28 | commodities | 084691 | SILVER | 51,537 | -2,779 | 0.255737 | 0.945010 |
| 29 | commodities | 076651 | PLATINUM | 24,426 | -6,641 | 0.806974 | 1.024976 |
| 30 | commodities | 002602 | CORN | -142,213 | -74,123 | 0.178536 | 0.508402 |
| 31 | commodities | 005602 | SOYBEANS | -66,483 | -40,924 | 0.953183 | 0.468240 |
| 32 | commodities | 001602 | WHEAT-SRW | -21,319 | -4,051 | 0.991238 | 1.325063 |
| 33 | commodities | 001612 | WHEAT-HRW | -7,683 | -4,748 | 1.222989 | 1.650586 |
| 34 | commodities | 057642 | LIVE CATTLE | 79,067 | -7,286 | 0.194658 | 0.762172 |
| 35 | commodities | 054642 | LEAN HOGS | 35,155 | -12,043 | -2.080607 | -0.436395 |
| 36 | commodities | 080732 | SUGAR NO. 11 | -25,165 | -9,653 | -1.417554 | -1.988417 |
| 37 | commodities | 033661 | COTTON NO. 2 | -4,438 | -12,713 | -1.222110 | -1.221248 |
| 38 | commodities | 083731 | COFFEE C | 68,818 | 4,251 | 0.607774 | 1.155856 |
| 39 | commodities | 073732 | COCOA | 19,936 | 803 | -0.374392 | -0.970427 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 5,067 | -231 | 1.669110 | 2.341421 |
Plotting plotly¶
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